+22.3%
BABA vs XLB
+162.7%
-140.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +4.7% |
| 7D | +8.6% | -0.4% | +9.0% | +8.8% |
| 30D | -1.1% | +5.2% | -6.3% | -4.7% |
| 3M | -15.9% | -0.1% | -15.8% | -16.1% |
| 6M | -17.5% | +2.4% | -19.9% | -19.7% |
| YTD | -25.6% | +16.9% | -42.5% | -34.1% |
| 1Y | -33.8% | +25.0% | -58.9% | -44.3% |
| 3Y | +34.6% | +40.7% | -6.1% | +4.3% |
| 5Y | -27.7% | +31.6% | -59.3% | -41.0% |
| 10Y | +17.7% | +175.3% | -157.6% | -42.3% |
| All | +22.3% | +162.7% | -140.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling